+85.6%
FROG vs KIM
+30.1%
+55.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +0.4% |
| 7D | +48.2% | -0.7% | +48.9% | +47.4% |
| 30D | +11.4% | +13.4% | -2.0% | +25.5% |
| 3M | +28.5% | +6.5% | +22.0% | +37.9% |
| 6M | +63.7% | +10.6% | +53.1% | +83.0% |
| YTD | +77.1% | +29.9% | +47.2% | +117.4% |
| All | +85.6% | +30.1% | +55.5% | +128.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded KIM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling